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  • christopher l lucas singleton at research.stlouisfed.org
    Risk Aversion vs. Intertemporal Substitution - St. Louis Fed - Federal .
    5 Aug 1998 . Intertemporal Consumption CAPM—by Christopher J. Neely . Using a general equilibrium representative agent framework developed by Lucas . and Singleton (1983) undertook a similar effort in a maximum likelihood framework . where a(L) is an N+1 vector of finite-order polynomials in the lag operator .
  • christopher l lucas singleton at www.unc.edu
    Paper
    rah Lucas, Ken Singleton, Costis Skiadas, and participants at presentations at Hitotsu- bashi University . Let Dt = Ejn~l di2 denote the net aggregate divi- dend. . Telmer, Chris I. "Asset-Pricing Puzzles and Incomplete Markets."J. Finance.
  • christopher l lucas singleton at aida.econ.yale.edu
    income and wealth heterogeneity, portfolio choice, and equilibrium .
    A recent strand of literature, starting with papers by Marcet and Singleton (1990),. Telmer (1993), Lucas (1995), Den Haan (1996a), and Heaton and Lucas (1996), . Lettau, Kjetil Storesletten, Tom Tallarini, Chris Telmer, Harald Uhlig, Amir . individual agents' holdings of capital), l is the aggregate labor input (i.e., the sum.
  • christopher l lucas singleton at transportation.ky.gov
    2.011 - Kentucky Transportation Cabinet
    8 Dec 2011 . Alexandria PD . .Lucas Cooper . Brandenburg PD . .Scotty Singleton . .Christopher L. Reneer. Cadiz PD .

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